DZ Bank Call 850 LLY 19.12.2025
/ DE000DQ0R4F6
DZ Bank Call 850 LLY 19.12.2025/ DE000DQ0R4F6 /
| 12/11/2024 21:34:40 |
Chg.-0.100 |
Bid21:57:46 |
Ask21:57:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.680EUR |
-3.60% |
2.660
Bid Size: 12,500 |
2.670
Ask Size: 12,500 |
ELI LILLY |
850.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
DQ0R4F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
28.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.27 |
| Parity: |
-6.93 |
| Time value: |
2.76 |
| Break-even: |
877.60 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.39 |
| Theta: |
-0.08 |
| Omega: |
10.91 |
| Rho: |
3.01 |
Quote data
| Open: |
2.740 |
| High: |
2.760 |
| Low: |
2.620 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.68% |
| 1 Month |
|
|
-20.47% |
| 3 Months |
|
|
-15.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
2.360 |
| 1M High / 1M Low: |
3.380 |
2.360 |
| 6M High / 6M Low: |
3.530 |
2.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.82% |
| Volatility 6M: |
|
58.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
